Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2018.12.06 00:00 - 2019.05.03 23:45 (2018.12.06 - 2019.05.06) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | take=60; stop=125; lots=0.09; MagicNumber=777; | ||||
Bars in test | 11005 | Ticks modelled | 5478644 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 50.00 | Spread | Current (24) | ||
Total net profit | 640.03 | Gross profit | 910.37 | Gross loss | -270.34 |
Profit factor | 3.37 | Expected payoff | 27.83 | ||
Absolute drawdown | 44.55 | Maximal drawdown | 172.30 (36.26%) | Relative drawdown | 95.68% (120.65) |
Total trades | 23 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 9 (88.89%) |
Profit trades (% of total) | 20 (86.96%) | Loss trades (% of total) | 3 (13.04%) | ||
Largest | profit trade | 48.96 | loss trade | -104.94 | |
Average | profit trade | 45.52 | loss trade | -90.11 | |
Maximum | consecutive wins (profit in money) | 10 (454.77) | consecutive losses (loss in money) | 1 (-104.94) | |
Maximal | consecutive profit (count of wins) | 454.77 (10) | consecutive loss (count of losses) | -104.94 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2018.12.06 00:00 | sell | 1 | 0.09 | 113.192 | 114.442 | 112.616 | ||
2 | 2018.12.06 06:50 | t/p | 1 | 0.09 | 112.616 | 114.442 | 112.616 | 46.03 | 96.03 |
3 | 2018.12.06 07:00 | sell | 2 | 0.09 | 112.626 | 113.876 | 112.050 | ||
4 | 2018.12.20 07:47 | t/p | 2 | 0.09 | 112.050 | 113.876 | 112.050 | 39.53 | 135.56 |
5 | 2018.12.20 08:00 | sell | 3 | 0.09 | 112.074 | 113.324 | 111.498 | ||
6 | 2018.12.20 16:53 | t/p | 3 | 0.09 | 111.498 | 113.324 | 111.498 | 46.49 | 182.05 |
7 | 2018.12.20 17:00 | sell | 4 | 0.09 | 111.540 | 112.790 | 110.964 | ||
8 | 2018.12.20 21:02 | t/p | 4 | 0.09 | 110.964 | 112.790 | 110.964 | 46.72 | 228.77 |
9 | 2018.12.20 21:15 | sell | 5 | 0.09 | 110.892 | 112.142 | 110.316 | ||
10 | 2018.12.24 16:54 | t/p | 5 | 0.09 | 110.316 | 112.142 | 110.316 | 46.03 | 274.80 |
11 | 2018.12.24 17:00 | sell | 6 | 0.09 | 110.344 | 111.594 | 109.768 | ||
12 | 2018.12.31 17:55 | t/p | 6 | 0.09 | 109.768 | 111.594 | 109.768 | 43.86 | 318.66 |
13 | 2018.12.31 18:00 | sell | 7 | 0.09 | 109.773 | 111.023 | 109.197 | ||
14 | 2019.01.02 08:11 | t/p | 7 | 0.09 | 109.197 | 111.023 | 109.197 | 46.51 | 365.16 |
15 | 2019.01.02 08:15 | sell | 8 | 0.09 | 109.202 | 110.452 | 108.626 | ||
16 | 2019.01.03 00:31 | t/p | 8 | 0.09 | 108.626 | 110.452 | 108.626 | 46.28 | 411.44 |
17 | 2019.01.03 00:45 | sell | 9 | 0.09 | 106.482 | 107.732 | 105.906 | ||
18 | 2019.01.03 00:46 | t/p | 9 | 0.09 | 105.906 | 107.732 | 105.906 | 48.96 | 460.40 |
19 | 2019.01.03 01:00 | sell | 10 | 0.09 | 106.687 | 107.937 | 106.111 | ||
20 | 2019.01.03 10:34 | s/l | 10 | 0.09 | 107.937 | 107.937 | 106.111 | -104.23 | 356.17 |
21 | 2019.01.03 10:45 | buy | 11 | 0.09 | 107.733 | 106.483 | 108.309 | ||
22 | 2019.01.04 05:26 | t/p | 11 | 0.09 | 108.309 | 106.483 | 108.309 | 47.77 | 403.94 |
23 | 2019.01.04 05:30 | buy | 12 | 0.09 | 108.344 | 107.094 | 108.920 | ||
24 | 2019.01.08 06:01 | t/p | 12 | 0.09 | 108.920 | 107.094 | 108.920 | 47.41 | 451.35 |
25 | 2019.01.08 06:15 | buy | 13 | 0.09 | 108.972 | 107.722 | 109.548 | ||
26 | 2019.01.18 11:07 | t/p | 13 | 0.09 | 109.548 | 107.722 | 109.548 | 46.25 | 497.61 |
27 | 2019.01.18 11:15 | buy | 14 | 0.09 | 109.548 | 108.298 | 110.124 | ||
28 | 2019.02.04 16:51 | t/p | 14 | 0.09 | 110.124 | 108.298 | 110.124 | 45.74 | 543.34 |
29 | 2019.02.04 17:00 | buy | 15 | 0.09 | 110.143 | 108.893 | 110.719 | ||
30 | 2019.02.13 10:08 | t/p | 15 | 0.09 | 110.719 | 108.893 | 110.719 | 46.02 | 589.36 |
31 | 2019.02.13 10:15 | buy | 16 | 0.09 | 110.774 | 109.524 | 111.350 | ||
32 | 2019.02.28 17:20 | t/p | 16 | 0.09 | 111.350 | 109.524 | 111.350 | 45.05 | 634.41 |
33 | 2019.02.28 17:30 | buy | 17 | 0.09 | 111.403 | 110.153 | 111.979 | ||
34 | 2019.03.01 11:31 | t/p | 17 | 0.09 | 111.979 | 110.153 | 111.979 | 46.20 | 680.61 |
35 | 2019.03.01 11:45 | sell | 18 | 0.09 | 111.893 | 113.143 | 111.317 | ||
36 | 2019.03.08 06:32 | t/p | 18 | 0.09 | 111.317 | 113.143 | 111.317 | 43.20 | 723.81 |
37 | 2019.03.08 06:45 | sell | 19 | 0.09 | 111.293 | 112.543 | 110.717 | ||
38 | 2019.03.20 20:34 | t/p | 19 | 0.09 | 110.717 | 112.543 | 110.717 | 42.01 | 765.82 |
39 | 2019.03.20 20:45 | sell | 20 | 0.09 | 110.759 | 112.009 | 110.183 | ||
40 | 2019.03.22 15:45 | t/p | 20 | 0.09 | 110.183 | 112.009 | 110.183 | 45.12 | 810.94 |
41 | 2019.03.22 16:00 | sell | 21 | 0.09 | 110.040 | 111.290 | 109.464 | ||
42 | 2019.04.01 18:19 | s/l | 21 | 0.09 | 111.290 | 111.290 | 109.464 | -104.94 | 706.00 |
43 | 2019.04.01 18:30 | buy | 22 | 0.09 | 111.269 | 110.019 | 111.845 | ||
44 | 2019.04.12 09:30 | t/p | 22 | 0.09 | 111.845 | 110.019 | 111.845 | 45.19 | 751.20 |
45 | 2019.04.12 09:45 | buy | 23 | 0.09 | 111.828 | 110.578 | 112.404 | ||
46 | 2019.05.03 23:52 | close at stop | 23 | 0.09 | 111.096 | 110.578 | 112.404 | -61.17 | 690.03 |